%0 Journal Article %1 Giraitis2003 %A Giraitis, Liudas %A Kokoszka, Piotr %A Leipus, Remigijus %A Teyssiere, Gilles %D 2003 %J Journal of Econometrics %K LARCH model %N 2 %P 265--294 %T Rescaled variance and related tests for long memory in volatility and levels %U http://www.sciencedirect.com/science/article/B6VC0-4712N0X-2/2/5fc468d0a1258dc5192771a177d5c0d8 %V 112

@article{Giraitis2003, added-at = {2008-04-21T22:02:42.000+0200}, author = {Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus and Teyssiere, Gilles}, biburl = {https://www.bibsonomy.org/bibtex/2da8f8d6b664840f94f4c875542aa8aac/smicha}, description = {Journal of Econometrics}, interhash = {3cfbcdef1524fbb716c6dfad1a65c0b3}, intrahash = {da8f8d6b664840f94f4c875542aa8aac}, journal = {Journal of Econometrics}, keywords = {LARCH model}, month = Feb, number = 2, pages = {265--294}, timestamp = {2008-04-21T22:04:31.000+0200}, title = {Rescaled variance and related tests for long memory in volatility and levels}, url = {http://www.sciencedirect.com/science/article/B6VC0-4712N0X-2/2/5fc468d0a1258dc5192771a177d5c0d8}, volume = 112, year = 2003 }